Hard to list just 5, so I'll list a few more then that but anyways:
Spelunky (pc indie)
Rick Dangerous (Amiga)
Lyle in Cube Sector (pc indie)
Snow Bros (arcade)
Robocod (Amiga)
Alex Adventure (pc indie)
River Raid (Atari)
Flood (Amiga)
Galaga (Arcade)
Final Fight (Arcade)
I could probably change that list any day of the week though.. there are so many games I have loved over the years and still love from all sorts of formats.